Yes. It's up to GCR library in GNOME.

It seems that there is no control for pinentry-gnome3 to specify grabbing keyboard using GCR library.
If any possible improvements/suggestions, please let us know.

For a while, I put Documentation tag for this ticket.

It's possibe to do via gtk3 directly:
https://developer.gnome.org/gtk3/stable/gtk3-General.html#gtk-device-grab-add

We know that. And pinentry-gtk does like that.

Simple solution would be suggesting users to use pinentry-gtk instead.

At least it MUST NOT grub input with no-grab option. But it doesn't allow to input elsewhere in any case.

"partially" means it doesn't allow to input elsewhere, but in case of focus loose input will go nowhere

no-grab does only work on certain platforms. Thus this is no bug.

Could you say, on which platforms exactly it should work?